S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.1289	6.17
$α$	0.0763	31.69
$β$	0.9035	326.05
$γ$	1.2064	10.77

V-Lab

McPherson's Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:55.26% (-1.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McPherson's Ltd Analyses